+593.0%
CEG vs VSXY
+93.5%
+499.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +12.1% | -1.7% | +13.8% | +12.3% |
| 30D | +0.2% | +20.1% | -19.9% | -1.9% |
| 3M | +0.7% | +16.6% | -15.9% | -1.5% |
| 6M | +2.2% | +134.9% | -132.7% | -9.2% |
| YTD | -20.3% | +96.0% | -116.3% | -28.2% |
| 1Y | -16.1% | +203.8% | -219.9% | -28.8% |
| 3Y | +134.7% | +465.3% | -330.7% | +75.5% |
| All | +593.0% | +93.5% | +499.6% | +488.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling